implied volatility

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Английский Язык - Турецкий язык
(Finans) İçsel oynaklık
Английский Язык - Английский Язык
(Finans) In financial mathematics, the implied volatility of an option contract is the volatility implied by the market price of the option based on an option pricing model. In other words, it is the volatility that, when used in a particular pricing model, yields a theoretical value for the option equal to the current market price of that option. Non-option financial instruments that have embedded optionality, such as an interest rate cap, can also have an implied volatility. Implied volatility, a forward-looking measure, differs from historical volatility because the latter is calculated from known past returns of a security
implied volatility

    Расстановка переносов

    im·plied vol·a·ti·li·ty

    Турецкое произношение

    împlayd välıtîlıti


    /əmˈplīd ˌväləˈtələtē/ /ɪmˈplaɪd ˌvɑːləˈtɪlətiː/


    [ im-'plI ] (transitive verb.) 14th century. Middle English emplien, from Middle French emplier, from Latin implicare.

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